+12.9%
CCL vs XME
+180.8%
-167.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.6% |
| 7D | -1.5% | +1.5% | -3.1% | -2.4% |
| 30D | +16.5% | -7.3% | +23.7% | +21.2% |
| 3M | +11.2% | -17.4% | +28.6% | +22.7% |
| 6M | +22.6% | -21.8% | +44.4% | +38.3% |
| YTD | +2.6% | -6.0% | +8.6% | +3.4% |
| 1Y | +17.0% | +3.8% | +13.2% | +11.5% |
| 3Y | +145.5% | +100.0% | +45.5% | +60.5% |
| 5Y | +36.1% | +116.1% | -80.0% | -12.8% |
| 10Y | -29.4% | +280.6% | -310.0% | -65.4% |
| All | +12.9% | +180.8% | -167.9% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling